RcppEnsmallen v0.1.11.1.1

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Header-Only C++ Mathematical Optimization Library for 'Armadillo'

'Ensmallen' is a templated C++ mathematical optimization library (by the 'MLPACK' team) that provides a simple set of abstractions for writing an objective function to optimize. Provided within are various standard and cutting-edge optimizers that include full-batch gradient descent techniques, small-batch techniques, gradient-free optimizers, and constrained optimization. The 'RcppEnsmallen' package includes the header files from the 'Ensmallen' library and pairs the appropriate header files from 'armadillo' through the 'RcppArmadillo' package. Therefore, users do not need to install 'Ensmallen' nor 'Armadillo' to use 'RcppEnsmallen'. Note that 'Ensmallen' is licensed under 3-Clause BSD, 'Armadillo' starting from 7.800.0 is licensed under Apache License 2, 'RcppArmadillo' (the 'Rcpp' bindings/bridge to 'Armadillo') is licensed under the GNU GPL version 2 or later. Thus, 'RcppEnsmallen' is also licensed under similar terms. Note that 'Ensmallen' requires a compiler that supports 'C++11' and 'Armadillo' 6.500 or later.

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RcppEnsmallen

Build Status License CRAN Downloads

Overview

Ensmallen is a C++ header-only mathematical optimization library written by developers behind MLPACK that provides a simple set of abstractions for writing an objective function to optimize. Provided within are various standard and cutting-edge optimizers that include full-batch gradient descent techniques, small-batch techniques, gradient-free optimizers, and constrained optimization.

The RcppEnsmallen package includes the header files from the Ensmallen library and pairs the appropriate header files from Armadillo through the RcppArmadillo package. Therefore, users do not need to install Ensmallen nor Armadillo to use RcppEnsmallen.

Status

The package is under active development with releases to CRAN about once a month.

Authors

James Balamuta and Dirk Eddelbuettel

License

GPL (>= 2)

Functions in RcppEnsmallen

Name Description
lin_reg_lbfgs Linear Regression with L-BFGS
RcppEnsmallen-package RcppEnsmallen: Header-Only C++ Mathematical Optimization Library for 'Armadillo'
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Details

License GPL (>= 2)
URL https://github.com/coatless/rcppensmallen, https://github.com/mlpack/ensmallen, http://ensmallen.org/
BugReports https://github.com/coatless/rcppensmallen/issues
Encoding UTF-8
LazyData true
LinkingTo Rcpp, RcppArmadillo
RoxygenNote 6.1.0
SystemRequirements C++11
NeedsCompilation yes
Packaged 2018-11-30 14:20:42 UTC; ronin
Repository CRAN
Date/Publication 2018-11-30 16:40:06 UTC
depends R (>= 3.3.0)
imports Rcpp
linkingto RcppArmadillo
Contributors Dirk Eddelbuettel

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